+537.3%
NET vs TSLQ
-97.3%
+634.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.0% | +9.9% | +0.2% |
| 7D | -0.4% | -8.6% | +8.1% | -1.9% |
| 30D | -5.3% | -24.9% | +19.6% | -9.6% |
| 3M | +14.7% | -1.5% | +16.3% | +18.8% |
| 6M | +45.7% | -18.1% | +63.7% | +47.0% |
| YTD | +44.2% | -0.1% | +44.3% | +53.8% |
| 1Y | +30.5% | -51.4% | +81.8% | +22.4% |
| 3Y | +353.6% | -95.9% | +449.5% | +222.1% |
| All | +537.3% | -97.3% | +634.6% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling